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Waldemar Rotfuß [ D ]
Waldemar Rotfuß

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Waldemar Rotfuß

Waldemar Rotfuß is a former member of the ZEW staff. The Information on this site reflects the status at the point of leaving the ZEW.

Selected Publications

Publications in refereed Journals

Conrad, Christian, Daniel Rittler and Waldemar Rotfuß (2012), Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency, Energy Economics 34(1), 316-326.

Rotfuß, Waldemar and Peter Westerheide (2010), Eine Analyse der Wohnungsbauprämienförderung aus empirischer Sicht, Kredit und Kapital 43 (1), 97-123.

Heinemann, Friedrich, Waldemar Rotfuß and Peter Westerheide (2008), Die Hoffnung auf eine schnelle Reformdividende – direkte Erwartungseffekte institutioneller Reformen, Zeitschrift für Wirtschaftspolitik 57 (3), 340-368.

Publications in Journals

Rotfuß, Waldemar (2010), Options, futures, and other derivatives in Russia: an overview, Journal of Financial Transformation 29, 149-154. Download

Monographs, Articles in Anthologies

Rotfuß, Waldemar and Peter Westerheide (2010), Bausparen, Bauen und Wohnen in Baden-Württemberg. Download

Heinemann, Friedrich, Michael Förg, Dieter Frey, Eva Jonas, Waldemar Rotfuß, Eva Traut-Mattausch and Peter Westerheide (2008), Psychologie, Wachstum und Reformfähigkeit, ZEW Wirtschaftsanalysen, Bd. 88, Baden-Baden.

Discussion Papers and Working Papers

Conrad, Christian, Daniel Rittler and Waldemar Rotfuß (2010), Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency, ZEW Discussion Paper No. 10-038, Mannheim. Download

Rotfuß, Waldemar, Christian Conrad and Daniel Rittler (2009), The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decisions on Second NAPs, ZEW Discussion Paper No. 09-045, Mannheim. Download

Rotfuß, Waldemar (2009), Intraday Price Formation and Volatility in the European Union Emissions Trading Scheme: An Introductory Analysis, ZEW Discussion Paper No. 09-018, Mannheim. Download

Rotfuß, Waldemar (2007), Options, Futures, and Other Derivatives in Russia: An Overview, ZEW Discussion Paper No. 07-059, Mannheim. Download

Expertises

Rotfuß, Waldemar, Peter Westerheide and Marco Wölfle (2008), Analyse der Bausparförderung nach dem Wohnungsbau-Prämiengesetz, Arbeitsgemeinschaft Baden-Württembergischer Bausparkassen, Schwäbisch Hall.

Rotfuß, Waldemar and Peter Westerheide (2008), Höhe und Struktur der Vermögen privater Haushalte - Baden-Württemberg im Vergleich der Bundesländer, Mannheim. Download

Westerheide, Peter and Waldemar Rotfuß (2008), Märkte im Umbruch. Bausparen, Bauen und Wohnen in Baden-Württemberg, Arbeitsgemeinschaft Baden-Württembergischer Bausparkassen, Schwäbisch Hall. Download

Schröder, Michael, Peter Westerheide, Christof Ernst, Bettina Peters, Waldemar Rotfuß, Sandra Schmidt, Rainer Kirchdörfer, Steffen Huber and Eva Broer (2008), Wirtschaftliche und gesellschaftliche Bedeutung von Familienunternehmen , Mannheim. Download

Schröder, Michael, Waldemar Rotfuß and Qingwei Wang (2007), Analyse der Forward-Rate Bias Strategie der Deutschen Bank, Endbericht, Studie im Auftrag der Deutschen Bank AG, Frankfurt am Main, Mannheim. Download

Förg, Michael, Dieter Frey, Friedrich Heinemann, Eva Jonas, Waldemar Rotfuß, Eva Traut-Mattausch and Peter Westerheide (2007), Psychologie, Wachstum und Reformfähigkeit, Gutachten für das Bundesministerium der Finanzen, Mannheim, München, Duisburg, Salzburg. Download

Research Stays

03.-04.2010: London Business School, UK

Lectures

2011: Does it pay to watch macroeconomic and regulatory announcements? Evidence from the EU ETS,
Macro and Financial Econometrics Conference,
Ruprecht-Karls-Universität Heidelberg, Germany

2010: Modeling and Explaining the Dynamics of European Union Allowance Prices at High-Frequency,
LBS Research Seminar,
London Business School, London, United Kingdom

2009: The European Commission and EUA Prices: A High-Frequency Analysis of the EC's Decision on Second NAPs,
36th Annual Meeting of the European Finance Association,
Bergen, Norway,
more information

Teaching activities and stand-in professors

SS 2011: Lecture "Empirical Methods in Finance",
Universität Stuttgart

Referee-reports for scientific journals, public trusts etc.

12.2011: Journal "Energy Economics"

Memberships

2009 - 2011: European Finance Association, Brussels, BE

2007 - 2011: German Economic Association (Verein für Socialpolitik), Frankfurt am Main

Projects

Finished Projects

Amount and Structure of Private Households' Assets – Comparing Baden-Württemberg with the other German Federal States

Analysis of a Forward Rate Bias-Strategy

Analysis of Subsidies on Dedicated Savings According to the „Wohnungsbauprämiengesetz"

Current Trends in the European Asset Management Industry

Economic and societal importance of family enterprises

Importance of savings dedicated to home ownership (Bausparen) and building societies (Bausparkassen) in Baden Württemberg.

Integrated Analysis of the Distributions of Income and Wealth

Leibniz Network "Real Estate Markets and Capital Markets"

Long-run perspectives for the recoverability of residential real estate

Market Microstructure and Market Shares in the European Union Greenhouse Gas Emission Trading Scheme: A Descriptive Study

Market Power in Electricity Markets – Empirical Evidence

Markets for Financial Derivatives in CEECs

Price Formation in the European Emission Trading Scheme

Psychology, growth and the ability to reform

The effects of return oriented portfolio restructuring


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